Search Results - "Gassiat, Elisabeth"
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The van Trees Inequality in the Spirit of Hájek and Le Cam
Published in Statistical science (01-11-2024)“…We work out a version of the van Trees inequality in a Hajek--Le Cam spirit, i.e., under minimal assumptions that, in particular, involve no direct pointwise…”
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2
Deconvolution with unknown noise distribution is possible for multivariate signals
Published in The Annals of statistics (01-02-2022)“…This paper considers the deconvolution problem in the case where the target signal is multidimensional and no information is known about the noise…”
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3
Deconvolution of spherical data corrupted with unknown noise
Published in Electronic journal of statistics (01-01-2023)“…We consider the deconvolution problem for densities supported on a (d-1)-dimensional sphere with unknown center and unknown radius, in the situation where the…”
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4
Least squares moment identification of binary regression mixture models
Published in Metrika (01-05-2021)“…We consider finite mixtures of generalized linear models with binary output. We prove that cross moments (between the output and the regression variables) up…”
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5
The local geometry of finite mixtures
Published in Transactions of the American Mathematical Society (01-02-2014)“… The key difficulty in the proof is to control the local geometric structure of mixture classes. Our local geometry theorem yields a bound on the (bracketing)…”
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Adaptive estimation of high-dimensional signal-to-noise ratios
Published in Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability (01-11-2018)“…We consider the equivalent problems of estimating the residual variance, the proportion of explained variance η and the signal strength in a high-dimensional…”
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7
Fundamental limits for learning hidden Markov model parameters
Published in IEEE transactions on information theory (01-03-2023)“…We study the frontier between learnable and unlearnable hidden Markov models (HMMs). HMMs are flexible tools for clustering dependent data coming from unknown…”
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8
Adaptive compression against a countable alphabet
Published in Discrete Mathematics and Theoretical Computer Science (01-01-2012)“…This paper sheds light on universal coding with respect to classes of memoryless sources over a countable alphabet defined by an envelope function with finite…”
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Journal Article Conference Proceeding -
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Nonparametric finite translation hidden Markov models and extensions
Published in Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability (01-02-2016)“…In this paper, we consider nonparametric finite translation hidden Markov models, or more generally finite translation mixtures with dependent latent…”
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10
Asymptotic Distribution and Local Power of the Log-Likelihood Ratio Test for Mixtures: Bounded and Unbounded Cases
Published in Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability (01-10-2006)“…We consider the log-likelihood ratio test (LRT) for testing the number of components in a mixture of populations in a parametric family. We provide the…”
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FORGETTING OF THE INITIAL DISTRIBUTION FOR NONERGODIC HIDDEN MARKOV CHAINS
Published in The Annals of applied probability (01-10-2010)“…In this paper, the forgetting of the initial distribution for a nonergodic Hidden Markov Models (HMM) is studied. A new set of conditions is proposed to…”
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About the posterior distribution in hidden Markov models with unknown number of states
Published in Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability (01-11-2014)“…We consider finite state space stationary hidden Markov models (HMMs) in the situation where the number of hidden states is unknown. We provide a frequentist…”
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13
Consistent Estimation of the Filtering and Marginal Smoothing Distributions in Nonparametric Hidden Markov Models
Published in IEEE transactions on information theory (01-08-2017)“…In this paper, we consider the filtering and smoothing recursions in nonparametric finite state space hidden Markov models (HMMs) when the parameters of the…”
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14
Efficient semiparametric estimation and model selection for multidimensional mixtures
Published in Electronic journal of statistics (01-01-2018)“…In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population…”
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15
On the asymptotic behaviour of the posterior distribution in hidden Markov Models with unknown number of states
Published in Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability (2014)“…We consider finite state space stationary hidden Markov models (HMMs) in the situation where the number of hidden states is unknown. We provide a frequentist…”
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16
About Adaptive Coding on Countable Alphabets
Published in IEEE transactions on information theory (01-02-2014)“…This paper sheds light on adaptive coding with respect to classes of memoryless sources over a countable alphabet defined by an envelope function with finite…”
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17
Improving heritability estimation by a variable selection approach in sparse high dimensional linear mixed models
Published in Journal of the Royal Statistical Society Series C: Applied Statistics (01-08-2018)“…Motivated by applications in neuroanatomy, we propose a novel methodology to estimate heritability, which corresponds to the proportion of phenotypic variance…”
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18
Consistent Order Estimation and Minimal Penalties
Published in IEEE transactions on information theory (01-02-2013)“…Consider an i.i.d. sequence of random variables whose distribution f* lies in one of the nested families of models Mq , q ≥ 1. The smallest index q* such that…”
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Journal Article -
19
The van Trees inequality in the spirit of Hajek and Le Cam
Published 09-02-2024“…We work out a version of the van Trees inequality in a Hajek--Le Cam spirit, i.e., under minimal assumptions that, in particular, involve no direct pointwise…”
Get full text
Journal Article -
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About Adaptive Coding on Countable Alphabets: Max-Stable Envelope Classes
Published in IEEE transactions on information theory (01-09-2015)“…In this paper, we study the problem of lossless universal source coding for stationary memoryless sources on countably infinite alphabets. This task is…”
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